{
 "cells": [
  {
   "cell_type": "markdown",
   "id": "d7cacea3",
   "metadata": {},
   "source": [
    "# Feature importances\n",
    "\n",
    "Ranked using:\n",
    "\n",
    "- TabNet\n",
    "- XGBoost\n",
    "- LightGBM\n",
    "- CatBoost\n",
    "- Random Forest Classifier"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "da214118",
   "metadata": {},
   "outputs": [],
   "source": [
    "# Not everything from this is used\n",
    "\n",
    "import numpy as np\n",
    "import pandas as pd\n",
    "from sklearn.datasets import fetch_openml\n",
    "from sklearn.model_selection import train_test_split\n",
    "from sklearn.metrics import accuracy_score, log_loss, ConfusionMatrixDisplay, confusion_matrix\n",
    "from sklearn.preprocessing import LabelEncoder, StandardScaler\n",
    "\n",
    "import os\n",
    "import wget\n",
    "from pathlib import Path\n",
    "import shutil\n",
    "import gzip\n",
    "\n",
    "from matplotlib import pyplot as plt\n",
    "import seaborn as sns\n",
    "# Apply the default theme\n",
    "sns.set_theme(rc={\"patch.force_edgecolor\": False})\n",
    "\n",
    "import torch\n",
    "from pytorch_tabnet.tab_model import TabNetClassifier\n",
    "from xgboost import XGBClassifier, plot_importance\n",
    "from lightgbm import LGBMClassifier\n",
    "from catboost import CatBoostClassifier\n",
    "from sklearn.ensemble import RandomForestClassifier\n",
    "\n",
    "pd.set_option('display.max_columns', None)\n",
    "pd.set_option('display.max_rows', 500)\n",
    "\n",
    "import random\n",
    "import json\n"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "4a553c14",
   "metadata": {},
   "source": [
    "# Parameters"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "75578fc7",
   "metadata": {},
   "outputs": [],
   "source": [
    "# Backdoor settings\n",
    "target=[\"bad_investment\"]"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "9a264290",
   "metadata": {},
   "source": [
    "# Load Dataset"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "dc357625",
   "metadata": {},
   "source": [
    "## LOAN"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "d99257a3",
   "metadata": {},
   "outputs": [],
   "source": [
    "data = pd.read_pickle(\"../../data/LOAN/processed_balanced.pkl\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "7a98ef22",
   "metadata": {},
   "outputs": [],
   "source": [
    "display(data.info())"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "b7d493f5",
   "metadata": {},
   "outputs": [],
   "source": [
    "# Drop zipcode for tabnet, because it cannot handle a \n",
    "#  change in dimension of categorical variable between test and valid\n",
    "data.drop(\"zip_code\", axis=1, inplace=True)\n",
    "\n",
    "# Setup data\n",
    "cat_cols = [\n",
    "    \"addr_state\", \"application_type\", \"disbursement_method\",\n",
    "    \"home_ownership\", \"initial_list_status\", \"purpose\", \"term\", \"verification_status\",\n",
    "    #\"zip_code\"\n",
    "]\n",
    "\n",
    "num_cols = [col for col in data.columns.tolist() if col not in cat_cols]\n",
    "num_cols.remove(target[0])\n",
    "\n",
    "feature_columns = (\n",
    "    num_cols + cat_cols + target)\n",
    "\n",
    "categorical_columns = []\n",
    "categorical_dims =  {}\n",
    "for col in cat_cols:\n",
    "    print(col, data[col].nunique())\n",
    "    l_enc = LabelEncoder()\n",
    "    l_enc.fit(data[col].values)\n",
    "    categorical_columns.append(col)\n",
    "    categorical_dims[col] = len(l_enc.classes_)\n",
    "\n",
    "unused_feat = []\n",
    "\n",
    "features = [ col for col in data.columns if col not in unused_feat+[target]] \n",
    "\n",
    "cat_idxs = [ i for i, f in enumerate(features) if f in categorical_columns]\n",
    "\n",
    "cat_dims = [ categorical_dims[f] for i, f in enumerate(features) if f in categorical_columns]"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "71b55b37",
   "metadata": {},
   "source": [
    "# Run models on data"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "e595d423",
   "metadata": {},
   "source": [
    "### TabNet"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "0236cc76",
   "metadata": {
    "scrolled": true
   },
   "outputs": [],
   "source": [
    "feature_importances_TabNet = []\n",
    "\n",
    "for i in range(5):\n",
    "    # Load dataset\n",
    "    # Changes to output df will not influence input df\n",
    "    train_and_valid, test = train_test_split(data, stratify=data[target[0]], test_size=0.2, random_state=i)\n",
    "\n",
    "    # Split dataset into samples and labels\n",
    "    train, valid = train_test_split(train_and_valid, stratify=train_and_valid[target[0]], test_size=0.2, random_state=i)\n",
    "\n",
    "    X_train = train.drop(target[0], axis=1)\n",
    "    y_train = train[target[0]]\n",
    "\n",
    "    X_valid = valid.drop(target[0], axis=1)\n",
    "    y_valid = valid[target[0]]\n",
    "\n",
    "    X_test = test.drop(target[0], axis=1)\n",
    "    y_test = test[target[0]]\n",
    "\n",
    "    # Normalize\n",
    "    normalizer = StandardScaler()\n",
    "    normalizer.fit(X_train[num_cols])\n",
    "\n",
    "    X_train[num_cols] = normalizer.transform(X_train[num_cols])\n",
    "    X_valid[num_cols] = normalizer.transform(X_valid[num_cols])\n",
    "    X_test[num_cols] = normalizer.transform(X_test[num_cols])\n",
    "\n",
    "    # Create network\n",
    "    clf = TabNetClassifier(\n",
    "        device_name=\"cuda:0\",\n",
    "        n_d=64, n_a=64, n_steps=5,\n",
    "        gamma=1.5, n_independent=2, n_shared=2,\n",
    "        cat_idxs=cat_idxs,\n",
    "        cat_dims=cat_dims,\n",
    "        \n",
    "        momentum=0.3,\n",
    "        mask_type=\"entmax\",\n",
    "    )\n",
    "\n",
    "    # Fit network on backdoored data\n",
    "    clf.fit(\n",
    "        X_train=X_train.values, y_train=y_train.values,\n",
    "        eval_set=[(X_train.values, y_train.values), (X_valid.values, y_valid.values)],\n",
    "        eval_name=['train', 'valid'],\n",
    "        max_epochs=50, patience=50,\n",
    "        batch_size=16384, virtual_batch_size=256,\n",
    "    )\n",
    "\n",
    "    feat_importances = pd.Series(clf.feature_importances_, index=X_train.columns)\n",
    "    feature_importances_TabNet.append(feat_importances)\n",
    "    \n",
    "    del clf"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "02f31971",
   "metadata": {},
   "source": [
    "### XGBoost"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "6a320940",
   "metadata": {},
   "outputs": [],
   "source": [
    "feature_importances_XGBoost = []\n",
    "\n",
    "for i in range(5):\n",
    "    # Load dataset\n",
    "    # Changes to output df will not influence input df\n",
    "    train_and_valid, test = train_test_split(data, stratify=data[target[0]], test_size=0.2, random_state=i)\n",
    "\n",
    "    # Split dataset into samples and labels\n",
    "    train, valid = train_test_split(train_and_valid, stratify=train_and_valid[target[0]], test_size=0.2, random_state=i)\n",
    "\n",
    "    X_train = train.drop(target[0], axis=1)\n",
    "    y_train = train[target[0]]\n",
    "\n",
    "    X_valid = valid.drop(target[0], axis=1)\n",
    "    y_valid = valid[target[0]]\n",
    "\n",
    "    X_test = test.drop(target[0], axis=1)\n",
    "    y_test = test[target[0]]\n",
    "\n",
    "    # Normalize\n",
    "    normalizer = StandardScaler()\n",
    "    normalizer.fit(X_train[num_cols])\n",
    "\n",
    "    X_train[num_cols] = normalizer.transform(X_train[num_cols])\n",
    "    X_valid[num_cols] = normalizer.transform(X_valid[num_cols])\n",
    "    X_test[num_cols] = normalizer.transform(X_test[num_cols])\n",
    "\n",
    "    clf = XGBClassifier(n_estimators=100, random_state = i)\n",
    "\n",
    "    clf.fit(\n",
    "        X_train, y_train,\n",
    "        eval_set=[(X_valid, y_valid)],\n",
    "        verbose=0\n",
    "    )\n",
    "\n",
    "    feat_importances = pd.Series(clf.feature_importances_, index=X_train.columns)\n",
    "    feature_importances_XGBoost.append(feat_importances)\n",
    "    \n",
    "    del clf\n"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "e1f6bfc7",
   "metadata": {},
   "source": [
    "### LightGBM"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "09e77328",
   "metadata": {},
   "outputs": [],
   "source": [
    "feature_importances_lightGBM = []\n",
    "\n",
    "for i in range(5):\n",
    "    # Load dataset\n",
    "    # Changes to output df will not influence input df\n",
    "    train_and_valid, test = train_test_split(data, stratify=data[target[0]], test_size=0.2, random_state=i)\n",
    "\n",
    "    # Split dataset into samples and labels\n",
    "    train, valid = train_test_split(train_and_valid, stratify=train_and_valid[target[0]], test_size=0.2, random_state=i)\n",
    "\n",
    "    X_train = train.drop(target[0], axis=1)\n",
    "    y_train = train[target[0]]\n",
    "\n",
    "    X_valid = valid.drop(target[0], axis=1)\n",
    "    y_valid = valid[target[0]]\n",
    "\n",
    "    X_test = test.drop(target[0], axis=1)\n",
    "    y_test = test[target[0]]\n",
    "\n",
    "    # Normalize\n",
    "    normalizer = StandardScaler()\n",
    "    normalizer.fit(X_train[num_cols])\n",
    "\n",
    "    X_train[num_cols] = normalizer.transform(X_train[num_cols])\n",
    "    X_valid[num_cols] = normalizer.transform(X_valid[num_cols])\n",
    "    X_test[num_cols] = normalizer.transform(X_test[num_cols])\n",
    "\n",
    "    clf = LGBMClassifier(n_estimators=100, random_state = i)\n",
    "\n",
    "    clf.fit(\n",
    "        X_train, y_train,\n",
    "        eval_set=[(X_valid, y_valid)],\n",
    "        verbose=-1,\n",
    "    )\n",
    "\n",
    "    feat_importances = pd.Series(clf.feature_importances_, index=X_train.columns)\n",
    "    feature_importances_lightGBM.append(feat_importances)\n",
    "    \n",
    "    del clf\n"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "8f28d485",
   "metadata": {},
   "source": [
    "### CatBoost"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "73bda5e6",
   "metadata": {},
   "outputs": [],
   "source": [
    "feature_importances_catBoost = []\n",
    "\n",
    "for i in range(5):\n",
    "    # Load dataset\n",
    "    # Changes to output df will not influence input df\n",
    "    train_and_valid, test = train_test_split(data, stratify=data[target[0]], test_size=0.2, random_state=i)\n",
    "\n",
    "    # Split dataset into samples and labels\n",
    "    train, valid = train_test_split(train_and_valid, stratify=train_and_valid[target[0]], test_size=0.2, random_state=i)\n",
    "\n",
    "    X_train = train.drop(target[0], axis=1)\n",
    "    y_train = train[target[0]]\n",
    "\n",
    "    X_valid = valid.drop(target[0], axis=1)\n",
    "    y_valid = valid[target[0]]\n",
    "\n",
    "    X_test = test.drop(target[0], axis=1)\n",
    "    y_test = test[target[0]]\n",
    "\n",
    "    # Normalize\n",
    "    normalizer = StandardScaler()\n",
    "    normalizer.fit(X_train[num_cols])\n",
    "\n",
    "    X_train[num_cols] = normalizer.transform(X_train[num_cols])\n",
    "    X_valid[num_cols] = normalizer.transform(X_valid[num_cols])\n",
    "    X_test[num_cols] = normalizer.transform(X_test[num_cols])\n",
    "\n",
    "    clf = CatBoostClassifier(verbose=0, n_estimators=100, random_state = i)\n",
    "\n",
    "    clf.fit(\n",
    "        X_train, y_train,\n",
    "        eval_set=[(X_valid, y_valid)],\n",
    "    )\n",
    "\n",
    "    feat_importances = pd.Series(clf.feature_importances_, index=X_train.columns)\n",
    "    feature_importances_catBoost.append(feat_importances)\n",
    "    \n",
    "    del clf\n"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "bf021ec6",
   "metadata": {},
   "source": [
    "### Random Forest"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "da2c87aa",
   "metadata": {},
   "outputs": [],
   "source": [
    "feature_importances_randforest = []\n",
    "\n",
    "for i in range(5):\n",
    "    # Load dataset\n",
    "    # Changes to output df will not influence input df\n",
    "    train_and_valid, test = train_test_split(data, stratify=data[target[0]], test_size=0.2, random_state=i)\n",
    "\n",
    "    # Split dataset into samples and labels\n",
    "    train, valid = train_test_split(train_and_valid, stratify=train_and_valid[target[0]], test_size=0.2, random_state=i)\n",
    "\n",
    "    X_train = train.drop(target[0], axis=1)\n",
    "    y_train = train[target[0]]\n",
    "\n",
    "    X_valid = valid.drop(target[0], axis=1)\n",
    "    y_valid = valid[target[0]]\n",
    "\n",
    "    X_test = test.drop(target[0], axis=1)\n",
    "    y_test = test[target[0]]\n",
    "\n",
    "    # Normalize\n",
    "    normalizer = StandardScaler()\n",
    "    normalizer.fit(X_train[num_cols])\n",
    "\n",
    "    X_train[num_cols] = normalizer.transform(X_train[num_cols])\n",
    "    X_valid[num_cols] = normalizer.transform(X_valid[num_cols])\n",
    "    X_test[num_cols] = normalizer.transform(X_test[num_cols])\n",
    "\n",
    "    clf = RandomForestClassifier(n_estimators = 100, verbose=0, n_jobs=-1, random_state = i)\n",
    "\n",
    "    clf.fit(\n",
    "        X_train, y_train,\n",
    "    )\n",
    "\n",
    "    feat_importances = pd.Series(clf.feature_importances_, index=X_train.columns)\n",
    "    feature_importances_randforest.append(feat_importances)\n",
    "    \n",
    "    del clf\n"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "60d36795",
   "metadata": {},
   "source": [
    "## Result Analysis"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "2b7f13b6",
   "metadata": {},
   "outputs": [],
   "source": [
    "def printResults(importances_list):\n",
    "    print(\"Ranking of numerical features for each run:\")\n",
    "    series_list = []\n",
    "    for fi in importances_list:\n",
    "        s = fi.nlargest(len(num_cols) + len(cat_cols))\n",
    "        series_list.append(s)\n",
    "        #print(s)\n",
    "        #print()\n",
    "        \n",
    "    x = pd.DataFrame(series_list)\n",
    "    #display(x)\n",
    "    \n",
    "    x = (x.mean(axis=0))\n",
    "    norm_x=(x/x.sum())\n",
    "    display(norm_x.sort_values(ascending=False).round(5))\n",
    "        \n",
    "    print(\"\\n------------------------\\n\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "0664cac3",
   "metadata": {
    "scrolled": false
   },
   "outputs": [],
   "source": [
    "print(\"TabNet\")\n",
    "printResults(feature_importances_TabNet)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "21e7a143",
   "metadata": {},
   "outputs": [],
   "source": [
    "print(\"XGBoost\")\n",
    "printResults(feature_importances_XGBoost)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "4d12930b",
   "metadata": {},
   "outputs": [],
   "source": [
    "print(\"LightGBM\")\n",
    "printResults(feature_importances_lightGBM)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "6991e0f0",
   "metadata": {},
   "outputs": [],
   "source": [
    "print(\"CatBoost\")\n",
    "printResults(feature_importances_catBoost)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "ecfd2518",
   "metadata": {},
   "outputs": [],
   "source": [
    "print(\"Random Forest Classifier\")\n",
    "printResults(feature_importances_randforest)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "af46655d",
   "metadata": {},
   "outputs": [],
   "source": []
  }
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